NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3.014 |
2.985 |
-0.029 |
-1.0% |
3.022 |
| High |
3.015 |
3.005 |
-0.010 |
-0.3% |
3.103 |
| Low |
2.950 |
2.940 |
-0.010 |
-0.3% |
2.940 |
| Close |
2.992 |
2.941 |
-0.051 |
-1.7% |
2.941 |
| Range |
0.065 |
0.065 |
0.000 |
0.0% |
0.163 |
| ATR |
0.061 |
0.062 |
0.000 |
0.4% |
0.000 |
| Volume |
14,307 |
17,807 |
3,500 |
24.5% |
102,206 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.157 |
3.114 |
2.977 |
|
| R3 |
3.092 |
3.049 |
2.959 |
|
| R2 |
3.027 |
3.027 |
2.953 |
|
| R1 |
2.984 |
2.984 |
2.947 |
2.973 |
| PP |
2.962 |
2.962 |
2.962 |
2.957 |
| S1 |
2.919 |
2.919 |
2.935 |
2.908 |
| S2 |
2.897 |
2.897 |
2.929 |
|
| S3 |
2.832 |
2.854 |
2.923 |
|
| S4 |
2.767 |
2.789 |
2.905 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.484 |
3.375 |
3.031 |
|
| R3 |
3.321 |
3.212 |
2.986 |
|
| R2 |
3.158 |
3.158 |
2.971 |
|
| R1 |
3.049 |
3.049 |
2.956 |
3.022 |
| PP |
2.995 |
2.995 |
2.995 |
2.981 |
| S1 |
2.886 |
2.886 |
2.926 |
2.859 |
| S2 |
2.832 |
2.832 |
2.911 |
|
| S3 |
2.669 |
2.723 |
2.896 |
|
| S4 |
2.506 |
2.560 |
2.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.103 |
2.940 |
0.163 |
5.5% |
0.063 |
2.1% |
1% |
False |
True |
20,441 |
| 10 |
3.103 |
2.940 |
0.163 |
5.5% |
0.057 |
1.9% |
1% |
False |
True |
22,288 |
| 20 |
3.131 |
2.940 |
0.191 |
6.5% |
0.057 |
1.9% |
1% |
False |
True |
21,142 |
| 40 |
3.293 |
2.940 |
0.353 |
12.0% |
0.059 |
2.0% |
0% |
False |
True |
21,354 |
| 60 |
3.343 |
2.940 |
0.403 |
13.7% |
0.063 |
2.1% |
0% |
False |
True |
19,701 |
| 80 |
3.383 |
2.940 |
0.443 |
15.1% |
0.065 |
2.2% |
0% |
False |
True |
18,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.281 |
|
2.618 |
3.175 |
|
1.618 |
3.110 |
|
1.000 |
3.070 |
|
0.618 |
3.045 |
|
HIGH |
3.005 |
|
0.618 |
2.980 |
|
0.500 |
2.973 |
|
0.382 |
2.965 |
|
LOW |
2.940 |
|
0.618 |
2.900 |
|
1.000 |
2.875 |
|
1.618 |
2.835 |
|
2.618 |
2.770 |
|
4.250 |
2.664 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.973 |
3.004 |
| PP |
2.962 |
2.983 |
| S1 |
2.952 |
2.962 |
|